SSRN Electronic Journal · 2006 · 2.7K citations · 22 references
Social SciencesEconomicsEconometricsCointegration AnalysisCross-sectional EconometricsEstimation TheoryMicroeconometricsPanel Data AnalysisPanel Data MethodsDynamic Panel Instrumental VariablesEconometric IdentificationFixed-effect EstimatorsGmm EstimationPanel Data EstimationPanel Data SpecificationPanel Regression Models
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Biases in Dynamic Models with Fixed Effects
Stephen Nickell · Econometrica · 1981 · 8.6K citations